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Martingale Optimal Transport and Robust Hedging in Continuous Time

Martingale Optimal Transport and Robust Hedging in Continuous Time

AuthorHalil Mete Soner, Y. Dolinsky
JournalProbability Theory and Related Fields
Date1 jan. 2014
CatégorieAcademic Publications
Volumevol. 160, pp 391-427

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